Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47370.54 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45975.56 Kr¶

PnL: ---------------------------------------> -913.01 Kr¶

DD now: ---------------------------------> -2.59 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 13:02:26.448596'

Anic Portfolio¶

Today¶

Return: -0.135 %¶

This Week¶

Return: -1.132 %¶

Total¶

Return: 55.079 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.490000 3145.000000 218.000000 7.450000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.730000 800.400000 127.400000 18.930000 673.000000
SAAB B 8 0.850000 3436.800000 59.800000 1.770000 3377.000000
Intrum 4 6.790000 566.200000 39.200000 7.440000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.360000 393.400000 38.400000 10.820000 355.000000
MedCap 2 -1.080000 456.000000 35.000000 8.310000 421.000000
Corem Property Group B 59 -2.390000 602.390000 25.390000 4.400000 576.999999
AcadeMedia 12 -1.230000 578.400000 21.400000 3.840000 557.000004
Boozt 12 0.360000 1674.000000 20.000000 1.210000 1653.999996
Resurs Holding 22 -1.720000 591.580000 17.580000 3.060000 573.999998
Eastnine 4 0.800000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 -0.600000 576.300000 12.300000 2.180000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Norva24 Group 16 0.940000 551.360000 8.360000 1.540000 543.000000
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Securitas B 6 -0.150000 577.920000 7.920000 1.390000 570.000000
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
Nordea Bank Abp 29 -0.480000 3452.160000 -1.840000 -0.050000 3453.999992
CTEK 13 -0.520000 526.370000 -7.630000 -1.430000 533.999999
Handelsbanken A 5 -0.420000 537.500000 -8.500000 -1.560000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -2.860000 543.200000 -30.800000 -5.370000 574.000000
International Petroleum Corp. 5 -0.900000 547.500000 -47.070000 -7.920000 594.565215
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.010000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 -9.440000 2844.400000 -126.600000 -4.260000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 0.580000 1411.200000 -252.800000 -15.190000 1663.999992
Axfood 13 -2.580000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 -1.130000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 45975.560000 -913.010000 -2.58966% 46888.564618

Updated:¶

'2023-01-26 13:02:39.303319'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶